04635nam 2201213z- 450 9910367741003321202102123-03921-729-1(CKB)4100000010106307(oapen)https://directory.doabooks.org/handle/20.500.12854/60049(oapen)doab60049(EXLCZ)99410000001010630720202102d2019 |y 0engurmn|---annantxtrdacontentcrdamediacrrdacarrierStochastic Processes with ApplicationsMDPI - Multidisciplinary Digital Publishing Institute20191 online resource (284 p.)3-03921-728-3 Stochastic processes have wide relevance in mathematics both for theoretical aspects and for their numerous real-world applications in various domains. They represent a very active research field which is attracting the growing interest of scientists from a range of disciplines.This Special Issue aims to present a collection of current contributions concerning various topics related to stochastic processes and their applications. In particular, the focus here is on applications of stochastic processes as models of dynamic phenomena in research areas certain to be of interest, such as economics, statistical physics, queuing theory, biology, theoretical neurobiology, and reliability theory. Various contributions dealing with theoretical issues on stochastic processes are also included.arithmetic progressionsasymptotic distributionbirth-death processboundsbreakdown and repairbusy periodcatastrophesCohen and Grossberg neural networkscontinuous-time Markov chainsdifferential entropydiffusiondiffusion modeldiscrete time stochastic modeldouble-ended queuesexact asymptoticsexogenous factorsfirst Chebyshev functionfirst passage time (FPT)first-passage timefirst-passage-timeforecast combinationsfractional birth-death processesfractional differential-difference equationsfractional queuesfusion estimationgeneral bulk servicegrowth curveshost-parasite interactioninverse first-passage problemloan interest rate regulationlognormal diffusion processmaximum likelihood estimationmean square stabilitymixed Gaussian processmixture of Gaussian lawsmulti-state networkmultiple vacationmultiplicative noisesnematode infectionnon-Markovian queuenonhomogeneous Poisson processperiodic intensity functionsproducts of primesproportional hazard ratesrandom delaysrandom impulsesrandom parameter matricesrate of convergencere-servicerealized volatilityregularly varying functionsreliabilityrepairsscale family of distributionsseasonal environmentsensor networksslowly varying functionssmall deviationsstand-by serverstochastic orderstochastic ordersstochastic processStrang-Marchuk splitting approachstructural breakstime between inspectionstime-non-homogeneous birth-death processestime-non-homogeneous jump-diffusion processestotal variation distancetotally positive of order 2transient probabilitiestransition densitiestwo-dimensional signatureWasserstein distanceweighted quadratic variationMacci Claudioauth1301176Di Crescenzo AntonioauthMartinucci BarbaraauthBOOK9910367741003321Stochastic Processes with Applications3025764UNINA